Trading system design books suggestion

[Bazooka Joe]

If anyone here wants to sell their copy of 'Trading Systems: A New Approach to System Development and Portfolio Optimisation' please send me a message.

 

[j2ee]

"Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals" is a good and meaningful book but it is way too long, should be summarized and made it shorter.

 

[SeventhCereal]

over half the battle is getting good reliable, accurate and timely data. Ain't no secret buddy. And there ain't no shortcuts in this business. Someone could write 10 encyclopedias on trading you can read them all cover to cover and you wouldn't be much better off because your data stinks. That is why trading books are mostly motivational filler.

Quote from j2ee:

Hi everyone, welcome to share any good book system design book for learning. There may be no perfect system that is written in any book but I believe there is always room for us to learn and improve.

Let me share my recent reading:

Trading Systems: A New Approach to System Development and Portfolio Optimisation

My comment: A pretty good book that go through how to think system as a whole and what can we look at to evaluate a system. Bad thing is that I guess tradestation is a big supporter of this book and it always mentions and uses its function.

The Complete TurtleTrader: How 23 Novice Investors Became Overnight Millionaires

My comment: I believe most of the stories are true but the system may not work well in last decade since basically it is a big up and down within a range instead of a trended market. I have tested some simple trend system with Dow in last ten years but it wouldn't work well. I need to write my own code to backtest this turtle system (I believe this is the original version) and see if it works at all. I think this is a good example of a trading system and not a bad starting point to learn.